A Two-dimensional Trust-region Method for Large Scale Bound-constrained Nonlinear Systems
نویسندگان
چکیده
We design a well-developed algorithm for solving large bound-constrained systems. The method combines a subspace trust-region strategy with a Newton-Krylov method and with a strategy for handling the bounds. To solve the trust-region problem efficiently, we look for an approximate solution and do not require the exact solution of the Newton equation. In addition, a strategy for obtaining an improvement on a generalized Cauchy point is discussed. Under mild assumptions, the convergence properties of the method are the same of a full space trust-region method for constrained systems. The reported numerical results show that our mehod is a robust and efficient way to solve large bound-constrained problems.
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